Description Usage Arguments Value References Examples
Mean, variance, skewness, kurtosis and moments about the location parameter (i.e., αth quantile) of the quantile-based asymmetric Laplace distribution studied in Gijbels et al. (2019a) useful for quantile regression with location parameter equal to μ, scale parameter φ and index parameter α.
1 2 3 4 5 6 7 8 9 | meanALaD(mu, phi, alpha)
varALaD(mu, phi, alpha)
skewALaD(alpha)
kurtALaD(alpha)
momentALaD(phi, alpha, r)
|
mu |
This is the location parameter μ. |
phi |
This is the scale parameter φ. |
alpha |
This is the index parameter α. |
r |
This is a value which is used to calculate rth moment about μ. |
meanALaD
provides the mean, varALaD
provides the variance, skewALaD
provides the skewness, kurtALaD
provides the kurtosis, and momentALaD
provides the rth moment about the location parameter μ of the quantile-based asymmetric Laplace distribution.
Gijbels, I., Karim, R. and Verhasselt, A. (2019a). On quantile-based asymmetric family of distributions: properties and inference. International Statistical Review, https://doi.org/10.1111/insr.12324.
1 2 3 4 5 6 | # Example
meanALaD(mu=0,phi=1,alpha=0.5)
varALaD(mu=0,phi=1,alpha=0.5)
skewALaD(alpha=0.5)
kurtALaD(alpha=0.5)
momentALaD(phi=1,alpha=0.5,r=1)
|
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